+2,901.0%
DELL vs STM
+523.2%
+2,377.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.4% | -0.8% | +1.8% |
| 7D | -22.6% | -10.7% | -11.8% | -18.5% |
| 30D | -43.2% | -25.7% | -17.4% | -35.4% |
| 3M | -24.8% | -21.6% | -3.3% | -16.5% |
| 6M | +38.0% | -27.8% | +65.8% | +53.9% |
| YTD | +163.7% | +61.8% | +102.0% | +109.4% |
| 1Y | +122.5% | +78.1% | +44.4% | +69.6% |
| 3Y | +377.0% | +4.9% | +372.1% | +324.0% |
| 5Y | +542.6% | -14.3% | +556.8% | +491.5% |
| 10Y | +2,554.1% | +414.1% | +2,140.1% | +1,109.1% |
| All | +2,901.0% | +523.2% | +2,377.9% | +1,144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling